An edition of Trading performance in forward markets (1991)

Trading performance in forward markets

a micro-data test of normal backwardation

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Trading performance in forward markets
Gordon Phillips
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Last edited by MARC Bot
July 18, 2024 | History
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An edition of Trading performance in forward markets (1991)

Trading performance in forward markets

a micro-data test of normal backwardation

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Center for the Study of Futures Markets, Columbia Business School
Language
English
Pages
37

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Subjects
Futures market, Mathematical models, Hedging (Finance), Speculation

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Edition Availability
Cover of: Trading performance in forward markets
Trading performance in forward markets: a micro-data test of normal backwardation
1991, Center for the Study of Futures Markets, Columbia Business School
in English
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Book Details

Edition Notes

Includes bibliographical references (p. 36-37).

Published in
New York, NY
Series
Working paper series -- CSFM #217, Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-217

The Physical Object

Pagination
37 pages
Number of pages
37

ID Numbers

Open Library
OL52685238M
OCLC/WorldCat
25387171

Source records

marc_columbia MARC record

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July 18, 2024 Created by MARC Bot Imported from marc_columbia MARC record